On regularization by a small noise of multidimensional ODEs with non-Lipschitz coefficients
UDC 519.21 In this paper we solve a selection problem for multidimensional SDE $d X^{\epsilon}(t)=a(X^{\epsilon}(t))\, d t + \epsilon\sigma(X^{\epsilon}(t))\, d W(t),$ where the drift and diffusion are locally Lipschitz continuous outside of a fixed hyperplane $H.$It is assumed that $X^{\epsilon}(0)...
Saved in:
| Date: | 2020 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2020
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/6292 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi ZhurnalBe the first to leave a comment!